Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042): Difference between revisions

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-.1007/s11009-016-9515-6
@@ Property / DOI: 10.1007/s11009-016-9515-6 / rank @@
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+On the efficient evaluation of ruin probabilities for completely monotone claim distributions
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+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+On moments based Padé approximations of ruin probabilities
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+Calculation of ruin probabilities for a dense class of heavy tailed distributions
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+What is the best approximation of ruin probability in infinite time?
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+Classical numerical ruin probabilities
@@ Property / cites work: Classical numerical ruin probabilities / rank @@
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+A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
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+Simple approximations of ruin probabilities
@@ Property / cites work: Simple approximations of ruin probabilities / rank @@
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@@ Property / cites work @@
+Q5659018
@@ Property / cites work: Q5659018 / rank @@
+Normal rank
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+Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
+Normal rank
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+Loss Models
@@ Property / cites work: Loss Models / rank @@
+Normal rank
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+Approximation of the ruin probability using the scaled Laplace transform inversion
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+Q4230625
@@ Property / cites work: Q4230625 / rank @@
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+Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment
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+Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
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@@ Property / cites work @@
+On the Class of Erlang Mixtures with Risk Theoretic Applications
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@@ Property / DOI @@
+.1007/S11009-016-9515-6
@@ Property / DOI: 10.1007/S11009-016-9515-6 / rank @@
+Normal rank